SVOAX vs. NASDX
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
SVOAX is managed by BlackRock. It was launched on Oct 28, 2004. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
SVOAX vs. NASDX - Performance Comparison
Loading graphics...
SVOAX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 0.30% | 10.47% | 15.46% | 3.68% | -1.10% | 19.77% | -2.15% | 24.17% | -2.75% | 14.04% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, SVOAX achieves a 0.30% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, SVOAX has underperformed NASDX with an annualized return of 8.43%, while NASDX has yielded a comparatively higher 19.48% annualized return.
SVOAX
- 1D
- 1.23%
- 1M
- -3.87%
- YTD
- 0.30%
- 6M
- 0.64%
- 1Y
- 6.59%
- 3Y*
- 10.07%
- 5Y*
- 7.72%
- 10Y*
- 8.43%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SVOAX vs. NASDX - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
SVOAX vs. NASDX — Risk / Return Rank
SVOAX
NASDX
SVOAX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SVOAX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.04 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.63 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.87 | -1.11 |
Martin ratioReturn relative to average drawdown | 3.73 | 7.07 | -3.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SVOAX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.04 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.64 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.86 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.29 | +0.25 |
Correlation
The correlation between SVOAX and NASDX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SVOAX vs. NASDX - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 16.90%, more than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 16.90% | 16.95% | 17.05% | 13.66% | 11.01% | 18.42% | 1.47% | 4.66% | 13.86% | 9.21% | 4.35% | 6.58% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
SVOAX vs. NASDX - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SVOAX and NASDX.
Loading graphics...
Drawdown Indicators
| SVOAX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.22% | -83.16% | +35.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -12.70% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -35.33% | +15.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -35.33% | +1.24% |
Current DrawdownCurrent decline from peak | -5.84% | -8.91% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -34.59% | +28.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.37% | -1.31% |
Volatility
SVOAX vs. NASDX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.98%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.54%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SVOAX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 6.54% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 12.89% | -6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 22.75% | -9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 23.07% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 22.63% | -6.47% |